內容大鋼
Python已成為數據驅動和AI優先的金融界的首選編程語言。一些最大的投資銀行和對沖基金現在都使用Python及其生態系統來構建核心交易和風險管理系統。在本書的第二版中,Yves Hilpisch向開發人員和定量分析師展示了如何使用Python包和工具進行金融數據科學、演算法交易和計算金融學。第二版針對Python 3進行了更新,其中的大部分代碼都採用了Jupyter Notebooks的形式,為幾乎所有的示例提供了可執行互動式版本。在共5部分內容中,你將學習到Python及其生態系統是如何為從事金融業務的公司和個人提供技術框架的。
作者介紹
(德)伊夫·希爾皮斯科
伊夫·希爾皮斯科(Yves Hilpisch),The Python Quants是一個專註于Python與開源軟體在量化金融中應用的團隊,而Yves Hilpisch是The Python Quants的創始人與股東。Yves也是CQF項目的計算金融學講師。他的客戶遍及全球金融界,本身也積累了10年Python經驗。Yves同時是Python and Open Source for EquantFinance這個會議在法蘭克福、倫敦和紐約的組織者。
目錄
Preface
Part 1. Python and Finance
1. Why Python for Finance
The Python Programming Language
A Brief History of Python
The Python Ecosystem
The Python User Spectrum
The Scientific Stack
Technology in Finance
Technology Spending
Technology as Enabler
Technology and Talent as Barriers to Entry
Ever-Increasing Speeds, Frequencies, and Data Volumes
The Rise of Real-Time Analytics
Python for Finance
Finance and Python Syntax
Efficiency and Productivity Through Python
From Prototyping to Production
Data-Driven and AI-First Finance
Data-Driven Finance
AI-First Finance
Conclusion
Further Resources
2. Python Infrastructure
conda as a Package Manager
Installing Miniconda
Basic Operations with conda
conda as a Virtual Environment Manager
Using Docker Containers
Docker Images and Containers
Building an Ubuntu and Python Docker Image
Using Cloud Instances
RSA Public and Private Keys
Jupyter Notebook Configuration File
Installation Script for Python and Jupyter Notebook
Script to Orchestrate the Droplet Setup
Conclusion
Further Resources
Part II. Mastering the Basics
3. Data Types and Structures
Basic Data Types
Integers
Floats
Booleans
Strings
Excursion: Printing and String Replacements
Excursion: Regular Expressions
Basic Data Structures
Tuples
Lists
Excursion: Control Structures
Excursion: Functional Programming
Dicts
Sets
Conclusion
Further Resources
4. Numerical Computing with NumPy
Arrays of Data
Arrays with Python Lists
The Python array Class
Regular NumPy Arrays
Part III. Financial data science
Part IV. Algorithmic Trading
Part V. Derivatives Analytics